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type_genre:"Hochschulschrift"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Journal of risk"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"Supply chain management"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"rus"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~subject:"Basel Accord"
~subject:"Finanzkrise"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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12-Month variance futures
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Chang, Chia-Lin
Breuer, Thomas
4
Brigo, Damiano
4
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4
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3
Dias, Alexandra
3
Donk, Dirk Pieter van
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Energy economics
International journal of theoretical and applied finance
Journal of banking & finance
Journal of risk and financial management : JRFM
Journal of risk
Management science : journal of the Institute for Operations Research and the Management Sciences
Scandinavian actuarial journal
Supply chain management
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
1
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ECONIS (ZBW)
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1
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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